Abstract

We consider the computing of an eigenpair (an eigenvector \(v=(v^{(i)})_{i=1,n}\) and an eigenvalue \(\lambda\)) of a matrix \(A\in\mathbb{R}^{n\times n}\), by considering a supplementary condition (we call it norming function for the eigenvector), represented by a polynomial of degree 2. A usual choice is
\begin{equation}
G(v):={\textstyle\frac12} \sum_{i=1}^n( v^{(i)})^2-1=0.
\end{equation}
We propose here a new choice:
\begin{equation}
G(v):={\textstyle\frac1{2n}} \sum_{i=1}^n( v^{(i)})^2-1=0,
\end{equation}
which has the advantage that leads to a smaller nonlinearity.

Indeed, for the \(n+1\)-dimensional nonlinear system (a polynomial equation of degree 2) we obtain:
\[
F\left( x\right) :={{Av-\lambda v} \choose {G(v)-1}}
=0,
\]
and our proposed choice leads to a second derivative of \(F\) that has norm 2 (compared to \(n\), for the usual choice).

We consider this problem in a general setting, of a linear continuous operator \(A:V\rightarrow V\), \(V\) Banach space, which leads to a polynomial equation of degree two.

We study the semilocal convergence of an iterative method of Schultz type for this problem; this method has the advantage that does not require the solving of a linear system at each iteration step:
\begin{align*}
x_{k+1} =&x_k-\Gamma_kF\left( x_k\right) \\
\Gamma_{k+1} =&\Gamma_k\left( 2I-F^{\prime }\left( x_{k+1}\right) \Gamma_k\right) , \qquad k=0,1,\ldots,
\end{align*}
where \(x_0\in X\), \(\Gamma_0\in \mathcal{L}\left( X\right)\), and \(I\) is the identity operator of \(\mathcal{L}\left( X\right)\).

We obtain semilocal convergence conditions which show that the method has r-convergence order 2.

Authors

Keywords

linear continuous operator; Banach space; Newton type method; eigenvector; eigenvalue; eigenpair; Schultz method; r-convergence order.

Cite this paper as:

E. Cătinaş, I. Păvăloiu, On approximating the eigenvalues and eigenvectors of linear continuous operators, Rev. Anal. Numér. Théor. Approx., 26 (1997) nos. 1-2, pp. 19-27.

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Print ISSN

1222-9024

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ZBL

2457-8126

Google Scholar citations

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post

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CrossRef

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On approximating the eigenvalues and eigenvectors of linear continuous operators

Emil Cătinaş and Ion Păvăloiu
1991 AMS Subject Classification: 65J20, 65H17.

1. Introduction

One of the difficulties that appear when solving numerically the operatorial equations by iterative methods having high convergence orders is that at each iteration step there must be solved a linear operatorial equation, or, in some cases, even more than one [3].

In a series of papers ([7], [8], [10], [15]) there has been proposed the elimination of this inconvenience by the simultaneous generation of two sequences: a sequence approximating the solution, and a sequence of linear operators approximating the inverse of the linear operator appearing at each step in the linear equation.

In the present paper we shall study this approach when the solutions of the equation yield eigenvalues and eigenvectors of a linear operator. It is well known that all the derivatives of order higher than three of the attached operator are the null multilinear operators. The convergence results may also be applied to polynomial operator equations of degree two.

The r convergence order of the sequence approximating the solution is proved to be 2.

The operatorial equation which lead us to the approximation of the eigenvalues and eigenvectors of a linear operator can be constructed in the following way (see [6]):

Let V be a Banach space over the field 𝕂 (where 𝕂=ℂ or 𝕂=ℝ); denote by ℒ⁢(V) the set of linear continuous operators acting from V into V and let A∈ℒ⁢(V). The scalar λ∈𝕂 is an eigenvalue of A if the equation

(1) A⁢v−λ⁢v=θ

has at least a solution v≠θ, called an eigenvector of A corresponding to λ, where θ is the null element of V.

For the determination of an eigenpair (v,λ) we also consider another equation

(2) G⁢(v)−1=0,

where G:V→𝕂 is a polynomial functional of degree at most two (a norming function) for which G⁢(0)≠1.

Remark.

The functional G may also be taken as a linear continuous functional, but in this case, if dim⁡V=n, then dim⁡ker⁡G=n−1, so there exist eigenvectors which do not fulfill equation (2). ∎

Denote the Banach space X=V×𝕂 and for x=(vλ), v∈V, λ∈𝕂 define

‖x‖=max⁡{‖v‖,|λ|}.

Considering the operator F:X→X given by

F⁢(x)=(A⁢v−λ⁢vG⁢(v)−1)=((A−λ⁢I)⁢vG⁢(v)−1),

and denoting by θ¯=(θ0) the null element of X, then the operatorial equation for which a solution yields an eigenpair of A is

(3) F⁢(x)=θ¯.

It is known that the Fréchet derivatives of F are (see [6]):

F′⁢(x0)⁢h=(A−λ0⁢I−v0G′⁢(v0)0)⁢(uα)=(A⁢u−λ0⁢u−α⁢v0G′⁢(v0)⁢u),

and

F′′⁢(x0)⁢h⁢k=(−α⁢w−β⁢uG′′⁢u⁢w),

where x0=(v0λ0), h=(uα), k=(wβ)∈X.

It is obvious that F(i)⁢(x0)⁢h1⁢…⁢hi=θ¯, for all i≥3 and x0,h1,…,hi∈X, and also that ‖F′′‖=max⁡{2,‖G′′‖}.

For such an operator the following identity holds:

(4) F⁢(y)=F⁢(x)+F′⁢(x)⁢(y−x)+F′′⁢(x)⁢(y−x)2,∀x,y∈X,

where the bilinear operator F′′ does not depend on x.

We shall consider two sequences (xk)k≥0, (Γk)k≥0 having elements from X, resp. ℒ⁢(X), using the following iterative method:

(5) xk+1 = xk−Γk⁢F⁢(xk)
Γk+1 = Γk⁢(2⁢I−F′⁢(xk+1)⁢Γk),k=0,1,…,

where x0∈X, Γ0∈ℒ⁢(X), and I is the identity operator of ℒ⁢(X).

We call (5) the combined Newton method. In the following sections we shall study its convergence when F is a polynomial operator of degree 2 and we shall apply it for the approximation of the eigenvalues and eigenvectors of matrices.

2. The convergence of the combined Newton method

For the study of the convergence of the method (5) we shall use the following lemma:

Lemma 1.

If the sequences (δk)k≥0 and (ρk)k≥0 of real positive numbers satisfy the following conditions

δk+1 ≤(δk+2⁢ρk)2
ρk+1 ≤ρk⁢δk+ρk2,k=0,1,…

where max⁡{δ0,ρ0}≤19⁢d, for some d<1, then the following relations hold:

δk ≤19⁢d2k,
ρk ≤19⁢d2k,k=0,1,…

The proof of this lemma is immediately obtained by induction.

Let x0∈X, Γ0∈ℒ⁢(X) and S={x∈X|‖x−x0‖≤r}, r>0. Suppose that the following estimation holds:

‖F′′⁢(x)‖≤K,∀x∈S.

The following theorem holds.

Theorem 2.

If x0∈S, Γ0∈ℒ⁢(X), r and F satisfy the following conditions

  • a)

    there exists F′⁢(x0)−1 and b0=‖F′⁢(x0)−1‖;

  • b)

    q=K⁢b0⁢r<1;

  • c)

    max⁡{δ0,ρ0}≤19⁢d, for some d<1, where

    δ0 =‖I−F′⁢(x0)⁢Γ0‖,
    ρ0 =5081⁢b2⁢K⁢‖F⁢(x0)‖,a⁢n⁢d
    b =b01−q;
  • d)

    d5⁢K⁢(1−q)≤r,

then the following properties hold:

  • 1)

    the sequences (xk)k≥0, (Γk)k≥0 generated by (5) converge, and xk∈S for all k≥0;

  • 2)

    denoting x∗=limk→∞xk and Γ∗=limk→∞Γk, then F⁢(x∗)=θ¯ and Γ∗=F′⁢(x∗)−1;

  • 3)

    the following relations are true:

    ‖x∗−xk‖ ≤d2k5⁢b⁢K⁢(1−d2k),k=0,1,…;
    ‖Γ∗−Γk‖ ≤d2k3⁢(1−d2k),k=0,1,…
Proof.

At first we shall show that for any x∈S there exists F′⁢(x)−1 and ‖F′⁢(x)−1‖≤b.

Indeed, under the above assumptions, it easily follows that

‖I−Γ0⁢F′⁢(x)‖≤K⁢b0⁢r=q<1.

Applying the Banach lemma we get

‖F′⁢(x)−1‖≤b01−q=b.

Taking into account a) and b) it follows that

(6) ‖Γ0‖≤‖F′⁢(x0)−1‖⁢(‖F′⁢(x0)⁢Γ0−I‖+1)≤b0⁢(1+δ0)≤109⁢b0≤109⁢b,

which, together with the first relation from (5), for k=0, imply

‖x1−x0‖≤‖Γ0‖⁢‖F⁢(x0)‖≤10⋅81⁢b⁢d9⋅9⋅50⁢b2⁢K<d5⁢b⁢K⁢(1−d)≤r,

i.e. x1∈S.

Denote ρ1=5081⁢b2⁢K⁢‖F⁢(x1)‖ and δ1=‖I−F′⁢(x1)⁢Γ1‖. An elementary reasoning shows that

ρ1 ≤ρ02+δ0⁢ρ0
δ1 ≤(δ0+2⁢ρ0)2,

whence, by the above Lemma and by relation c) we infer that

ρ1 ≤19⁢d2
δ1 ≤19⁢d2.

Suppose now that the following relations hold:

α) x1,…,xk∈S;

β) δi=‖I−F′⁢(xi)⁢Γi‖≤19⁢d2i, ρi=5081⁢b2⁢K⁢‖F⁢(xi)‖≤19⁢d2i, i=0,k¯;

γ) ‖xi−xi−1‖≤d2i5⁢b⁢K, i=1,k¯.

We shall show that they also hold for k+1.

The inequality

‖Γk‖≤109⁢b

is proved similarly to (2.2). Using also the second relation from (5) we get

‖xk+1−xk‖≤‖Γk‖⁢‖F⁢(xk)‖≤d2k5⁢b⁢K,

i.e. the relation γ) for i=k+1.

Further,

‖xk+1−x0‖≤∑i=0k‖xi+1−xi‖≤156⁢K⁢∑i=0kd2k<d5⁢K⁢b⁢(1−d)≤r,

whence it follows that xk+1∈S.

Denoting ρk+1=5081⁢b2⁢K⁢‖F⁢(xk+1)‖ and δk+1=‖I−F′⁢(xk+1)⁢Γk+1‖, then

ρk+1 ≤ρk2+ρk⁢δk
δk+1 ≤(δk+ρk)2,

whence, by our Lemma we get

ρk+1 ≤19⁢d2k+1
δk+1 ≤19⁢d2k+1,

i.e. the relation β) for i=k+1.

It is obvious that xi∈S for all i=1,2,… and the relations β) and γ) hold for all k∈ℕ.

From the inequalities

‖xk+m−xk‖≤∑i=kk+m−1‖xi+1−xi‖≤d2k5⁢K⁢b⁢(1−d2k),m=1,2,…

it follows that the sequence (xk)k≥0 converges. Denoting x∗=limk→∞xk then from the last relation for m→∞ we get

‖x∗−xk‖≤d2k5⁢K⁢b⁢(1−d2k),k=0,1,…

From the second relation of (5) it follows that

‖Γk+1−Γk‖ =‖I−F′⁢(xk+1)⁢Γk‖
≤‖I−F′⁢(xk)⁢Γk‖+‖F′⁢(xk)−F′⁢(xk+1)‖⁢‖Γk‖
≤δk+‖Γk‖2⁢K⁢‖F⁢(xk)‖
≤δk+2⁢ρk≤13⁢d2k.

The previous inequality implies that the sequence (Γk)k≥0 converges and the relations 2) and the second inequality in 3) hold. ∎

3. The approximation of eigenvalues and eigenvectors of matrices

In the following we shall apply the studied method for the approximation of the eigenvalues and eigenvectors of complex matrices.

Let A=(ai⁢j)i,j=1,n∈ℳn⁢(𝕂) be a square matrix with the elements ai,j∈𝕂. Consider V=𝕂n and X=𝕂n+1. In this case the equation (3) is written

Fi⁢(x)=Fi⁢(x(1),…,x(n+1))=0,i=1,n+1¯,

where

Fi⁢(x)=ai⁢1⁢x(1)+…+ai,i−1⁢x(i−1)+(ai⁢i−x(n+1))⁢x(i)+ai,i+1⁢x(i+1)+…+ai⁢n⁢x(n),

i=1,n¯.

For the norming function we can take G=Fn+1, where

(7) Fn+1⁢(x)=12⁢∑i=1n(x(i))2−1.

The first and second order derivatives of F are given by

F′⁢(x)⁢h=(a11−x(n+1)a12…a1⁢n−x(1)a21a22−x(n+1)…a2⁢n−x(2)⋮⋮⋮⋮an⁢1an⁢2…an⁢n−x(n+1)−x(n)x(1)x(2)…x(n)0)⁢(h(1)h(2)⋮h(n)h(n+1)),

and

F′′⁢(x)⁢h⁢k=(−k(n+1)0…0−k(1)0−k(n+1)…0−k(2)⋮⋮⋮⋮00…−k(n+1)−k(n)k(1)k(2)…k(n)0)⁢(h(1)h(2)⋮h(n)h(n+1)).

where x=(x(1),…,x(n+1)),h=(h(1),…,h(n+1)),k=(k(1),…,k(n+1))∈𝕂n+1.

Suppose that 𝕂n+1 is equipped with the max-norm. Then, from the above formula it follows that ‖F′′⁢(x)‖=n, for all x∈𝕂n+1.

Another possible choice for the norming function G is

(8) Fn+1⁢(x)=12⁢n⁢∑i=1n(x(i))2−1.

in which case we get ‖F′′⁢(x)‖=2, for all x∈𝕂n+1.

The Theorem stated in the previous section can be reformulated according to this setting.

Remark.

In [16] it is proved that for a given eigenpair (v,λ) the operator F′⁢(v,λ) is nonsingular iff λ is simple. Hence our result applies only for such eigenvalues.

4. Numerical example

Consider the real matrix

A=(110.5110.250.50.252)

which has the following eigenvalues and eigenvectors

λ1=−0.01664728361v1=(−0.7212071298,0.6863492877,0.09372796349)λ2=1.480121423v2=(−0.4442810581,−0.5621094204,0.6976011330)λ3=2.536525860v3=(0.5314834119,0.4614733520,0.7103293096).

Taking the initial values x0=(−0.7,0.6,0.09,−0.01), and applying the studied method for G given by (7), we obtain the following results:

k x1 x2 x3 x4=λ
0 −0.7 0.6 0.09 −0.01
1 −0.724 175 907 5 0.689 434 334 6 0.094 069 599 84 −0.016 114 176 48
2 −0.721 237 913 5 0.686 375 347 9 0.093 732 538 57 −0.016 634 900 68
3 −0.721 207 134 0 0.686 349 290 8 0.093 727 964 20 −0.016 647 279 74
4 −0.721 207 129 8 0.686 349 287 7 0.093 727 963 50 −0.016 647 283 61

For the initial values x0=(−1.7,1.6,0.2,−0.01), and taking G given by (8) we obtain:

k x1 x2 x3 x4=λ
0 −1.7 1.6 0.2 −0.01
1 −1.768 398 012 1.682 966 665 0.229 883 578 0 −0.016 956 741 74
2 −1.766 594 350 1.681 210 330 0.229 586 553 3 −0.016 649 009 83
3 −1.766 589 467 1.681 205 540 0.229 585 685 2 −0.016 647 283 65

References

Romanian AcademyP.O. Box 68 3400 Cluj-Napoca 1Romania

1997

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